+7.5%
HWM vs W
+2.1%
+5.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.1% |
| 7D | +5.0% | -7.4% | +12.4% | +5.7% |
| 30D | +1.5% | +7.8% | -6.3% | +0.8% |
| 3M | -20.3% | +10.9% | -31.2% | -21.2% |
| 6M | -18.0% | +86.4% | -104.5% | -25.6% |
| YTD | +9.5% | +14.0% | -4.5% | +4.8% |
| 1Y | +7.5% | +3.5% | +3.9% | +3.0% |
| All | +7.5% | +2.1% | +5.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling